TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - The source of stochastic models in conceptual climate dynamics JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8 SN - 0075-8434 VL - 2085 IS - 3 SP - 151 EP - 157 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - The small deviation of the small noise solution JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_4 SN - 0075-8434 VL - 2085 SP - 69 EP - 85 PB - Springer CY - Berlin ER - TY - JOUR A1 - Hoegele, Michael A1 - Pavlyukevich, Ilya T1 - The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed levy processes JF - Stochastic analysis and applications N2 - We consider a finite-dimensional deterministic dynamical system with the global attractor ? which supports a unique ergodic probability measure P. The measure P can be considered as the uniform long-term mean of the trajectories staying in a bounded domain D containing ?. We perturb the dynamical system by a multiplicative heavy tailed Levy noise of small intensity E>0 and solve the asymptotic first exit time and location problem from D in the limit of E?0. In contrast to the case of Gaussian perturbations, the exit time has an algebraic exit rate as a function of E, just as in the case when ? is a stable fixed point studied earlier in [9, 14, 19, 26]. As an example, we study the first exit problem from a neighborhood of the stable limit cycle for the Van der Pol oscillator perturbed by multiplicative -stable Levy noise. KW - alpha-stable Levy process KW - Canonical (Marcus) SDE KW - First exit location KW - First exit time KW - Global attractor KW - Ito SDE KW - Multiplicative noise KW - Regular variation KW - Stratonovich SDE KW - Van der Pol oscillator Y1 - 2014 U6 - https://doi.org/10.1080/07362994.2014.858554 SN - 0736-2994 SN - 1532-9356 VL - 32 IS - 1 SP - 163 EP - 190 PB - Taylor & Francis Group CY - Philadelphia ER - TY - JOUR A1 - Hoegele, Michael A1 - Ruffino, Paulo T1 - Averaging along foliated Levy diffusions JF - Nonlinear analysis : theory, methods & applications ; an international multidisciplinary journal N2 - This article studies the dynamics of the strong solution of a SDE driven by a discontinuous Levy process taking values in a smooth foliated manifold with compact leaves. It is assumed that it is foliated in the sense that its trajectories stay on the leaf of their initial value for all times almost surely. Under a generic ergodicity assumption for each leaf, we determine the effective behaviour of the system subject to a small smooth perturbation of order epsilon > 0, which acts transversal to the leaves. The main result states that, on average, the transversal component of the perturbed SDE converges uniformly to the solution of a deterministic ODE as e tends to zero. This transversal ODE is generated by the average of the perturbing vector field with respect to the invariant measures of the unperturbed system and varies with the transversal height of the leaves. We give upper bounds for the rates of convergence and illustrate these results for the random rotations on the circle. This article complements the results by Gonzales and Ruffino for SDEs of Stratonovich type to general Levy driven SDEs of Marcus type. KW - Averaging principle KW - Levy diffusions on manifolds KW - Foliated spaces KW - Marcus canonical equation KW - Stochastic Hamiltonian KW - Stochastic geometry KW - Perturbation theory Y1 - 2015 U6 - https://doi.org/10.1016/j.na.2014.09.006 SN - 0362-546X SN - 1873-5215 VL - 112 SP - 1 EP - 14 PB - Elsevier CY - Oxford ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - Asymptotic transition times JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_6 SN - 0075-8434 VL - 2085 SP - 121 EP - 130 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - Asymptotic exit times JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_5 SN - 0075-8434 VL - 2085 SP - 87 EP - 120 PB - Springer CY - Berlin ER -